关于Liptser-Shiryaev一个结果的注记
A note on a result of Liptser-Shiryaev
摘要：
给定两个具有不同漂移项的随机方程，在很弱的假设下，Liptser和Shiryaev通过Girsanov变换给出了这些方程解的等价定律。他们的假设涉及两个漂移项。我们感兴趣的是相同的结果，但主要假设只涉及漂移项的差异。我们的结果的应用将在有限以及在无限维设置。
英文摘要：
Given two stochastic equations with different drift terms, under very weak assumptions Liptser and Shiryaev provide the equivalence of the laws of the solutions to these equations by means of Girsanov transform. Their assumptions involve both the drift terms. We are interested in the same result but with the main assumption involving only the difference of the drift terms. Applications of our result will be presented in the finite as well as in the infinite dimensional setting.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
